Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

The Long‐Run Performance of initial Public Offerings

1991 • 3,447 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

Measuring abnormal performance

1992 • 864 citations

Biases in computed returns

1983 • 846 citations

Nonstationary expected returns

1989 • 512 citations

Long‐Term Market Overreaction or Biases in Computed Returns?

1993 • 465 citations

Financial Decision-Making in Markets and Firms: A Behavioral Perspective

1994 • 459 citations

Problems in measuring portfolio performance An application to contrarian investment strategies

1995 • 402 citations

The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias

1992 • 324 citations

Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.

1991 • 221 citations

PRICE, BETA, AND EXCHANGE LISTING

1973 • 113 citations

Another look at time-varying risk and return in a long-horizon contrarian strategy

1993 • 73 citations

Are stock price reversals really asymmetric? A note

1996 • 16 citations